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In finance, duration is a measure of how the price of a fixed-income instrument responds to a change in interest rates. It is used to compare rate risk across bonds and to construct hedges, and is often paired with convexity and the price value of a basis point. Duration-based estimates work best for small, parallel shifts in the yield curve.
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displaystyle duration text yield frac price dv01 mod convexity mac curve rate cash small parallel change flows times sum approx
| Subject | Predicate | Object | Confidence | Src |
|---|---|---|---|---|
| Fisher | instance of | That picture matches shifts in the term structure and motivates measures | 0.80 | text |
| modified duration or an option-adjusted duration | instance of | a duration measure | 0.80 | text |
| government bonds | instance of | In practice it is paired with convexity and key-rate measures when moves are large or non-parallel.Hedging and portfolio constructionManagers set a target DV01 for a portfolio a… | 0.80 | text |
| futures or interest rate swaps | instance of | In practice it is paired with convexity and key-rate measures when moves are large or non-parallel.Hedging and portfolio constructionManagers set a target DV01 for a portfolio a… | 0.80 | text |
| government bonds | instance of | Hedging and portfolio constructionManagers set a target DV01 for a portfolio and adjust it with liquid instruments | 0.80 | text |
| futures or interest rate swaps | instance of | Hedging and portfolio constructionManagers set a target DV01 for a portfolio and adjust it with liquid instruments | 0.80 | text |
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